+1,162.1%
AMAT vs SHW
+358.9%
+803.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +5.1% |
| 7D | -14.7% | +3.5% | -18.2% | -16.8% |
| 30D | -36.1% | +9.2% | -45.3% | -40.1% |
| 3M | -36.9% | -5.1% | -31.8% | -35.7% |
| 6M | -22.2% | +6.8% | -29.0% | -27.7% |
| YTD | +29.9% | +7.0% | +23.0% | +20.1% |
| 1Y | +43.3% | +4.1% | +39.2% | +34.6% |
| 3Y | +142.7% | +41.1% | +101.6% | +81.3% |
| 5Y | +126.2% | +12.9% | +113.4% | +92.0% |
| All | +1,162.1% | +358.9% | +803.2% | +439.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling